First Dance - This truly should be whatever you prefer. That special song the two of you share, that makes you think of that first date, or perhaps a group or artist that you saw together.
If you need some help, here is a list of popular songs used:

A Kiss To Build A Dream On - Louis Armstrong
Could I Have This Dance - Anne Murray
Forever's As Far As I'll Go - Alabama
Have I Told You Lately - Rod Stewart/Van Morrison
I'll Always Be Right There - Bryan Adams
In My Life - Beatles
Let's Stay Together - Al Green
Remember When - Alan Jackson
Then They Do - Trace Adkins
Three Times A Lady - Lionel Richie
What A Wonderful World - Louis Armstrong
Young At Heart - Frank Sinatra